+6.8%
CNP vs AMC
+43.0%
-36.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +1.1% |
| 7D | -3.0% | +5.5% | -8.5% | -2.9% |
| 30D | +6.8% | +16.1% | -9.3% | +7.2% |
| 3M | +3.6% | +43.0% | -39.3% | +4.3% |
| 6M | 0.0% | +130.7% | -130.7% | +1.7% |
| YTD | +9.4% | +121.8% | -112.4% | +10.3% |
| 1Y | +6.8% | +40.7% | -33.8% | +8.0% |
| All | +6.8% | +43.0% | -36.1% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling